Cutoff Thermalization for Ornstein-Uhlenbeck Systems with Small Levy Noise in the Wasserstein Distance : Cutoff Thermalization for Ornstein–Uhlenbeck Systems...

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Barrera , G , Högele , M A & Pardo , J C 2021 , ' Cutoff Thermalization for Ornstein-Uhlenbeck Systems with Small Levy Noise in the Wasserstein Distance : Cutoff Thermalization for Ornstein–Uhlenbeck Systems... ' , Journal of Statistical Physics , vol. 184 , no. 3 , 27 . https://doi.org/10.1007/s10955-021-02815-0

Title: Cutoff Thermalization for Ornstein-Uhlenbeck Systems with Small Levy Noise in the Wasserstein Distance : Cutoff Thermalization for Ornstein–Uhlenbeck Systems...
Author: Barrera, Gerardo; Högele, Michael A.; Pardo, Juan C.
Contributor: University of Helsinki, Department of Mathematics and Statistics
Date: 2021-09
Language: eng
Number of pages: 54
Belongs to series: Journal of Statistical Physics
ISSN: 0022-4715
URI: http://hdl.handle.net/10138/333819
Abstract: This article establishes cutoff thermalization (also known as the cutoff phenomenon) for a class of generalized Ornstein-Uhlenbeck systems with small additive Lévy noise and any nonzero initial value.
Subject: 111 Mathematics
Wasserstein distance
Nonnormal growth
Shift linearity of the Wasserstein distance
112 Statistics and probability
The cutoff phenomenon
Abrupt convergence
Ornstein-Uhlenbeck processes
The cutoff phenomenon
Abrupt convergence
Ornstein-Uhlenbeck processes
Wasserstein distance
Nonnormal growth
Shift linearity of the Wasserstein distance
1ST EXIT TIMES
REVERSIBLE DIFFUSION-PROCESSES
DIFFERENTIAL-EQUATIONS DRIVEN
SIMPLE EXCLUSION PROCESS
LARGE DEVIATIONS
EXPONENTIAL ERGODICITY
RANDOM PERTURBATIONS
RANDOM-WALKS
ISING-MODEL
METASTABILITY
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